+76.5%
VUG vs JBHT
+58.3%
+18.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -1.3% |
| 7D | -0.1% | +4.9% | -5.0% | -1.6% |
| 30D | -0.3% | +0.6% | -0.9% | -0.6% |
| 3M | -0.7% | -3.2% | +2.5% | -0.2% |
| 6M | +14.6% | +17.0% | -2.3% | +8.0% |
| YTD | +9.0% | +41.7% | -32.6% | -3.9% |
| 1Y | +14.9% | +90.0% | -75.1% | -9.4% |
| 3Y | +86.0% | +47.0% | +39.1% | +56.9% |
| All | +76.5% | +58.3% | +18.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JBHT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling